+3,404.9%
ROP vs IWD
+745.7%
+2,659.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | +1.6% | -1.4% | -1.4% |
| 30D | +30.3% | +3.6% | +26.7% | +25.8% |
| 3M | +17.8% | +2.0% | +15.7% | +15.4% |
| 6M | +38.9% | +13.1% | +25.8% | +22.7% |
| YTD | +7.6% | +26.2% | -18.6% | -15.1% |
| 1Y | +6.5% | +29.6% | -23.1% | -18.2% |
| 3Y | -6.3% | +84.3% | -90.6% | -49.7% |
| 5Y | +0.9% | +73.4% | -72.5% | -42.8% |
| 10Y | +180.7% | +202.4% | -21.7% | -11.5% |
| All | +3,404.9% | +745.7% | +2,659.2% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling